Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47587.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46189.18 Kr¶

PnL: ---------------------------------------> -699.39 Kr¶

DD now: ---------------------------------> -2.144 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 13:53:16.799425'

Anic Portfolio¶

Today¶

Return: 0.126 %¶

This Week¶

Return: 0.126 %¶

Total¶

Return: 55.788 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.210000 781.600000 108.600000 16.140000 673.000000
Nordea Bank Abp 29 0.640000 3537.420000 83.420000 2.420000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 0.000000 3420.000000 43.000000 1.270000 3377.000000
AcadeMedia 12 1.280000 586.800000 29.800000 5.350000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
Resurs Holding 22 -1.190000 602.800000 28.800000 5.020000 573.999998
Swedbank A 3 0.310000 591.150000 27.150000 4.810000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.550000 545.000000 18.000000 3.420000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.780000 577.560000 7.560000 1.330000 570.000000
Corem Property Group B 59 -4.760000 584.400000 7.400000 1.280000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 -0.410000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 561.750000 -0.250000 -0.040000 562.000005
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
Fasadgruppen Group 35 2.850000 3794.000000 -17.000000 -0.450000 3810.999990
CTEK 13 -0.740000 505.830000 -28.170000 -5.280000 533.999999
Essity B 2 1.800000 544.000000 -30.000000 -5.230000 574.000000
International Petroleum Corp. 5 -2.090000 562.000000 -32.570000 -5.480000 594.565215
Sampo Oyj SDB 7 0.930000 3815.000000 -35.000000 -0.910000 3850.000000
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 -1.480000 545.830000 -67.170000 -10.960000 612.999432
Beijer Electronics Group 26 3.740000 2886.000000 -85.000000 -2.860000 2971.000006
OX2 18 1.370000 1465.200000 -198.800000 -11.950000 1663.999992
Axfood 13 1.720000 3526.900000 -229.100000 -6.100000 3756.000001
Ovzon 52 -2.240000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 46189.180000 -699.390000 -2.14413% 46888.564618

Updated:¶

'2023-01-30 13:53:30.040522'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶